2003•Journal of Modern Applied Statistical MethodsOpen access

Bootstrapping Confidence Intervals For Robust Measures Of Association

Jason E. King

Abstract

A Monte Carlo simulation study compared four bootstrapping procedures in generating confidence intervals for the robust Winsorized and percentage bend correlations. Results revealed the superior resiliency of the robust correlations over r, with neither outperforming the other. Unexpectedly, the bootstrapping procedures achieved roughly equivalent outcomes for each correlation.

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Key concepts: Bootstrapping (finance), Confidence interval, Robust confidence intervals, Statistics, Mathematics, Monte Carlo method, Correlation, Econometrics